Exponential Stability and Uniform Boundedness of Solutions for Nonautonomous Periodic Abstract Cauchy Problems. An Evolution Semigroup Approach

Let u _{μ, x, s} (., 0) be the solution of the following well-posed inhomogeneous Cauchy Problem on a complex Banach space X $$\left \{\begin{array}{ll}\dot{u}(t) = A(t)u(t) + e^{i\mu t}x, \quad t > s \\ u(s) = 0. \end{array} \right.$$ Here, x is a vector in X,?μ is a real number, q is a positive real number and A(·) is a q-periodic linear operator valued function. Under some natural assumptions on the evolution family ${\mathcal{U} = \{U(t, s): t \geq s\}}$ generated by the family {A(t)}, we prove that if for each?μ, each s?≥ 0 and every x the solution u _{μ, x, s} (·, 0) is bounded on R ₊ by a positive constant, depending only on x, then the family ${\mathcal{U}}$ is uniformly exponentially stable. The approach is based on the theory of evolution semigroups.     

Steiner tree packing revisited

The Steiner tree packing problem (STPP) in graphs is a long studied problem in combinatorial optimization. In contrast to many other problems, where there have been tremendous advances in practical problem solving, STPP remains very difficult. Most heuristics schemes are ineffective and even finding feasible solutions is already NP-hard. What makes this problem special is that in order to reach the overall optimal solution non-optimal solutions to the underlying NP-hard Steiner tree problems must be used. Any non-global approach to the STPP is likely to fail. Integer programming is currently the best approach for computing optimal solutions. In this paper we review some ??classical?? STPP instances which model the underlying real world application only in a reduced form. Through improved modelling, including some new cutting planes, and by employing recent advances in solver technology we are for the first time able to solve those instances in the original 3D grid graphs to optimimality.     

Selective and periodic inventory routing problem for waste vegetable oil collection

We consider a biodiesel production company that collects waste vegetable oil from source points that generate waste in large amounts. The company uses the collected waste as raw material for biodiesel production. The manager of this company needs to decide which of the present source points to include in the collection program, which of them to visit on each day, which periodic routing schedule to repeat over an infinite horizon and how many vehicles to operate such that the total collection, inventory and purchasing costs are minimized while the production requirements and operational constraints are met. For this selective and periodic inventory routing problem, we propose two different formulations, compare them and apply the better performing one on a real-world problem with 36 scenarios. We generate lower bounds using a partial linear relaxation model, and observe that the solutions obtained through our model are within 3.28% of optimality on the average. Several insights regarding the customer selection, routing and purchasing decisions are acquired with sensitivity analysis.     

Reduction of continuous symmetries of chaotic flows by the method of slices

We study continuous symmetry reduction of dynamical systems by the method of slices (method of moving frames) and show that a ‘slice’ defined by minimizing the distance to a single generic ‘template’ intersects the group orbit of every point in the full state space. Global symmetry reduction by a single slice is, however, not natural for a chaotic/ turbulent flow; it is better to cover the reduced state space by a set of slices, one for each dynamically prominent unstable pattern. Judiciously chosen, such tessellation eliminates the singular traversals of the inflection hyperplane that comes along with each slice, an artifact of using the templates local group linearization globally. We compute the jump in the reduced state space induced by crossing the inflection hyperplane. As an illustration of the method, we reduce the SO (2) symmetry of the complex Lorenz equations.     

The axiom of real Blackwell determinacy

The theory of infinite games with slightly imperfect information has been developed for games with finitely and countably many moves. In this paper, we shift the discussion to games with uncountably many possible moves, introducing the axiom of real Blackwell determinacy ${\mathsf{Bl-AD}_\mathbb{R}}$ (as an analogue of the axiom of real determinacy ${\mathsf{AD}_\mathbb{R}}$ ). We prove that the consistency strength of ${\mathsf{Bl-AD}_\mathbb{R}}$ is strictly greater than that of AD.     

A base-matrix lemma for sets of rationals modulo nowhere dense sets

We study some properties of the quotient forcing notions ${Q_{tr(I)} = \wp(2^{< \omega})/tr(I)}$ and P _I ?= B(2 ^ω )/I in two special cases: when I is the σ-ideal of meager sets or the σ-ideal of null sets on 2 ^ω . We show that the remainder forcing R _I =?Q _tr(I)/P _I is σ-closed in these cases. We also study the cardinal invariant of the continuum ${\mathfrak{h}_{\mathbb{Q}}}$ , the distributivity number of the quotient ${Dense(\mathbb{Q})/nwd}$ , in order to show that ${\wp(\mathbb{Q})/nwd}$ collapses ${\mathfrak{c}}$ to ${\mathfrak{h}_{\mathbb{Q}}}$ , thus answering a question addressed in Balcar et?al. (Fundamenta Mathematicae 183:59–80, 2004).     

Closure of some heavy-tailed distribution classes under random convolution*

In this paper, we consider the closure property of a random convolution $ \sum\nolimits_{n = 0}^\infty {{p_n}{F^*}^n} $ , where F is a heavy-tailed distribution on [0, ??), and p _n (n?=?0, 1, . . . ) are the local probabilities of a nonnegative integer-valued random variable. We obtain conditions under which the fact that distribution F belongs to the dominatedly varying-tailed class, long-tailed class, or to the intersection of these classes implies that $ \sum\nolimits_{n = 0}^\infty {{p_n}{F^*}^n} $ is in the same class.     

Generalized hydrodynamics of systems of Brownian particles

A generalized hydrodynamic theory is developed for systems of interacting Brownian particles on the basis of a Fokker-Planck equation. General results are derived for correlation functions, frequency- and wave-vector dependent transport coefficients. Explicit expressions for moments, cumulants and the hydrodynamic limits of the transport coefficients are given. For the special cases of overdamped systems with and without hydrodynamic interaction the general results are simplified. As an example for the application of this approach the system of charged spherical polystyrene spheres in aqueous solution is treated in detail. The generalized transport functions are evaluated in mode-mode coupling approximation and detailed numerical results are presented for various collective and single-particle properties. Finally, the relationship to a corresponding Smoluchowski approach is discussed.     

Magnetic ordering in Fe<Subscript>1.087</Subscript>Te under pressure

The crystal and magnetic structures of Fe_1.087Te have been studied by neutron powder diffraction in the temperature range from 1.7 to 80 K at pressures of  ≈0.4 and ≈1.2 GPa. No symmetry change of the tetragonal paramagnetic ambient pressure phase (space group P4/nmm) was observed for temperatures above 60 K and pressures up to  ≈1.2 GPa. A novel pressure-induced phase of Fe_1.087Te having orthorhombic symmetry (space group Pmmn) and incommensurate antiferromagneticbicollinear order was observed in the temperature range from 50 to 60 K at  ≈1.2 GPa. The known monoclinic ambient pressure phase of Fe_1.087Te (space group P2 ₁/n) with commensurate antiferromagnetic order was found to be stable up to at least  ≈1.2 GPa at low temperature.     

Critical reflexivity in financial markets: a Hawkes process analysis

We model the arrival of mid-price changes in the E-mini S&P futures contract as a self-exciting Hawkes process. Using several estimation methods, we find that the Hawkes kernel is power-law with a decay exponent close to ?1.15 at short times, less than ≈ 10³ s, and crosses over to a second power-law regime with a larger decay exponent ≈–1.45 for longer times scales in the range [10³ ,10⁶ ] seconds. More importantly, we find that the Hawkes kernel integrates to unity independently of the analysed period, from 1998 to 2011. This suggests that markets are and have always been close to criticality, challenging a recent study which indicates that reflexivity (endogeneity) has increased in recent years as a result of increased automation of trading. However, we note that the scale over which market events are correlated has decreased steadily over time with the emergence of higher frequency trading.